BSX Options History — February 2023

In February 2023, BSX traded between $46.22 and $48.66. ATM implied volatility averaged 20.6%, placing in the 3.8% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 1.5% (HV 20d: 19.2%). Max pain ranged from $45.00 to $47.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 17 of 19 days. Put/call ratio averaged 0.84.

Notable Days

  • 2023-02-17: Highest Volume — 12,892 contracts
  • 2023-02-06: Largest IV spike — 12.8% change
  • 2023-02-06: Highest IV Rank — 9.7%
  • 2023-02-21: Largest Expected Move — 6.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$47.26$46.22$48.66$47.61$46.77
Max Pain$46.68$45.00$47.00$45.00$47.00
ATM IV20.6%19.5%22.2%20.0%20.3%
Expected Move5.9%5.5%6.2%5.7%5.8%
HV 20d19.2%17.7%20.7%18.5%19.1%
HV 60d18.9%17.4%21.2%20.5%17.4%
IV Rank3.8%0.0%9.7%0.0%3.2%
IV Percentile2.2%0.0%7.1%0.0%2.8%
Term Structure1.5%-1.2%3.0%-1.2%0.6%
VWIV20.2%18.0%21.8%21.3%21.5%
Skew 25d3.7%2.2%5.4%3.9%2.5%
Skew 10d7.8%3.4%11.3%8.2%3.4%
Call IV 25d18.8%16.1%20.0%19.1%19.6%
Put IV 25d22.4%21.0%23.9%23.0%22.2%
Bid-Ask Spread %21.4010.3346.0627.8710.33
Gamma HHI0.190.160.260.160.18
Net GEX5.8M-237.1K10.4M5.9M4.3M
Net DEX-61.3M-127.9M-18.5M-71.9M-35.8M
Net VEX-701.3K-741.5K-666.4K-685.4K-684.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.840.002.960.762.53
Total Volume3,835.94734512,89211,1161,404
Total OI136,204.737117,208150,397123,807126,281

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-02-01$47.61$45.0020.0%5.7%18.5%0.0%21.3%3.9%-1.2%5.9M-71.9M-685.4K0.7627.87N/AN/A6,3134,80348,84074,967
2023-02-02$48.03$45.0020.9%5.6%18.6%3.4%18.0%4.7%2.4%7.8M-90.3M-706.6K0.0627.16N/AN/A3,78822653,56779,374
2023-02-03$48.66$45.0019.7%5.5%18.5%0.0%19.0%5.4%2.4%10.4M-127.9M-671.0K0.0646.06N/AN/A6,30040955,66079,519
2023-02-06$47.61$47.0022.2%5.9%20.2%9.7%20.2%3.6%2.2%8.2M-86.6M-701.5K0.5218.13N/AN/A4,0582,10459,55780,226
2023-02-07$48.11$47.0020.7%5.8%19.9%3.7%20.4%4.8%2.5%10.0M-103.3M-718.5K2.9616.76N/AN/A7012,07359,77682,137
2023-02-08$47.42$47.0021.3%6.1%20.7%6.2%19.1%3.5%2.1%6.8M-70.7M-721.9K0.2017.56N/AN/A2,77656059,87484,072
2023-02-09$47.13$47.0021.3%6.1%20.5%6.1%20.9%3.7%2.8%5.1M-53.3M-741.5K2.0718.18N/AN/A6731,39461,80184,479
2023-02-10$47.25$47.0021.3%6.1%19.2%6.3%20.4%4.0%2.4%6.4M-61.7M-722.3K0.3025.88N/AN/A4,9011,49261,80483,685
2023-02-13$47.73$47.0020.2%5.8%19.5%2.1%19.2%3.9%2.8%10.2M-87.5M-721.4K0.6816.63N/AN/A1,09574464,70984,223
2023-02-14$47.44$47.0020.6%5.9%19.3%3.4%20.3%3.4%2.7%8.9M-75.2M-706.2K0.0016.54N/AN/A1,842765,32984,886
2023-02-15$47.28$47.0020.0%5.7%17.7%1.2%18.9%2.8%3.0%7.4M-71.1M-692.3K0.0217.07N/AN/A337865,14584,891
2023-02-16$46.59$47.0019.5%5.6%18.5%0.0%19.0%3.0%1.6%-237.1K-32.4M-681.2K0.1918.37N/AN/A86016065,15884,888
2023-02-17$46.58$47.0019.6%5.6%18.5%0.3%19.7%2.2%1.2%454.6K-37.2M-666.4K0.1540.28N/AN/A11,2131,67965,60184,796
2023-02-21$46.22$47.0021.8%6.2%18.8%8.5%21.8%4.0%0.8%1.8M-18.5M-696.2K1.6417.94N/AN/A6361,04652,02365,185
2023-02-22$46.66$47.0020.1%5.8%19.1%2.2%21.2%3.9%0.6%2.9M-28.2M-701.5K0.3215.72N/AN/A2,18370452,04366,287
2023-02-23$47.14$47.0020.4%5.8%19.3%3.3%19.8%3.6%0.4%5.4M-44.1M-714.4K2.5919.87N/AN/A6311,63253,93466,962
2023-02-24$46.95$47.0021.0%6.0%19.3%5.7%21.2%3.8%0.3%4.5M-38.3M-709.3K0.9516.53N/AN/A41539354,14868,853
2023-02-27$46.78$47.0021.3%6.1%19.2%6.7%21.5%3.3%-0.2%3.7M-30.9M-682.7K0.0319.80N/AN/A3,21410954,31468,896
2023-02-28$46.77$47.0020.3%5.8%19.1%3.2%21.5%2.5%0.6%4.3M-35.8M-684.1K2.5310.33N/AN/A3981,00657,34968,932